TY - GEN
T1 - An agent strategy for automated stock market trading combining price and order book information
AU - Silaghi, Gheorghe Cosmin
AU - Robu, Valentin
PY - 2005/1/1
Y1 - 2005/1/1
N2 - This paper proposes a novel automated agent strategy for stock market trading, developed in the context of the Penn-Lehman Automated Trading (PLAT) simulation platform [1]. We provide a comprehensive experimental validation of our strategy using historic order book data from the NASDAQ market.
AB - This paper proposes a novel automated agent strategy for stock market trading, developed in the context of the Penn-Lehman Automated Trading (PLAT) simulation platform [1]. We provide a comprehensive experimental validation of our strategy using historic order book data from the NASDAQ market.
UR - http://www.scopus.com/inward/record.url?scp=33947640973&partnerID=8YFLogxK
U2 - 10.1109/cima.2005.1662356
DO - 10.1109/cima.2005.1662356
M3 - Conference contribution
AN - SCOPUS:33947640973
SN - 1424400201
SN - 9781424400201
T3 - 2005 ICSC Congress on Computational Intelligence Methods and Applications
BT - 2005 ICSC Congress on Computational Intelligence Methods and Applications
PB - IEEE
T2 - 2005 ICSC Congress on Computational Intelligence Methods and Applications
Y2 - 15 December 2005 through 17 December 2005
ER -